Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-07-27 0.765366 0.882187 1.020835 1.200415 1.431320 1.724871 2.137899
2025-08-03 0.660903 0.811830 1.010061 1.299935 1.733251 2.396664 3.588200
2025-08-10 0.559990 0.716379 0.935951 1.285568 1.871515 2.920346 5.308673
2025-08-17 0.475422 0.624408 0.843023 1.212225 1.885106 3.249037 7.104109
2025-08-24 0.423051 0.568588 0.790701 1.186729 1.969462 3.775377 10.386839
2025-08-31 0.405261 0.560365 0.809026 1.284819 2.336156 5.285785 22.826648
2025-09-07 0.372751 0.524255 0.774533 1.275197 2.466642 6.324914 43.066470
2025-09-14 0.342620 0.488095 0.733962 1.243165 2.530024 7.255523 85.669836
2025-09-21 0.320096 0.461809 0.706823 1.232465 2.647710 8.644014 270.341407
2025-09-28 0.297857 0.433705 0.672536 1.198621 2.686171 9.788220 1543.906748
2025-10-05 0.293867 0.436168 0.695272 1.299369 3.206756 15.543988 NaN
2025-10-12 0.297616 0.452407 0.747058 1.487425 4.222584 34.940308 NaN
2025-10-19 0.284365 0.437841 0.737151 1.521657 4.709684 60.679316 NaN
2025-10-26 0.271088 0.422014 0.722591 1.540474 5.174051 116.206910 NaN
2025-11-02 0.252642 0.394889 0.680383 1.468211 5.091664 150.446998 NaN
2025-11-09 0.233198 0.364556 0.628278 1.356436 4.710174 140.868490 NaN
2025-11-16 0.220462 0.346239 0.601009 1.315968 4.746788 210.162027 NaN
2025-11-23 0.218584 0.348607 0.619957 1.425118 5.908282 7460.623177 NaN
2025-11-30 0.209318 0.335737 0.602528 1.411247 6.195065 NaN NaN
2025-12-07 0.199460 0.321036 0.579365 1.372816 6.250169 NaN NaN
2025-12-14 0.191783 0.310213 0.564326 1.359841 6.537303 NaN NaN
2025-12-21 0.183312 0.297282 0.543090 1.320440 6.539802 NaN NaN
2025-12-28 0.183135 0.301127 0.562721 1.436983 8.468814 NaN NaN